Fixed some include errors; added SDL headers.

Hopefully I didn't mess up something. These changes fix all my include file errors. Basically just changing to relative file paths. Perhaps it was my environment that was different from yours. You said you use MinGW, which might not complain about the filepaths. If you aren't too busy, perhaps you could try to build with this fork sometime, to make sure this isn't a really specific change (shouldn't be).